+544.9%
NEM vs RBA
+4,118.8%
-3,574.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.2% |
| 7D | +11.6% | +3.2% | +8.4% | +11.1% |
| 30D | +1.8% | +12.0% | -10.2% | 0.0% |
| 3M | +2.5% | +2.9% | -0.4% | +1.9% |
| 6M | +3.4% | -6.3% | +9.7% | +3.7% |
| YTD | +20.9% | -5.9% | +26.8% | +21.1% |
| 1Y | +37.2% | -3.9% | +41.1% | +37.0% |
| 3Y | +271.6% | +64.9% | +206.7% | +240.6% |
| 5Y | +136.6% | +48.5% | +88.2% | +116.9% |
| 10Y | +342.6% | +211.8% | +130.8% | +252.6% |
| All | +544.9% | +4,118.8% | -3,574.0% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling